Files
DeepHealth/losses.py
Jiarui Li 34d8d8ce9d Add evaluation and utility functions for time-dependent metrics
- Introduced `evaluate.py` for time-dependent evaluation of models, including data loading and model inference.
- Added `evaluation_time_dependent.py` to compute various evaluation metrics such as AUC, average precision, and precision/recall at specified thresholds.
- Implemented CIF calculation methods in `losses.py` for different loss types, including exponential and piecewise exponential models.
- Created utility functions in `utils.py` for context selection and multi-hot encoding of events within specified horizons.
2026-01-16 14:55:09 +08:00

793 lines
30 KiB
Python

import math
from typing import Optional, Sequence, Tuple
import torch
import torch.nn as nn
import torch.nn.functional as F
# ============================================================
# Pair extraction (utility; not used by the losses below)
# ============================================================
def get_valid_pairs_and_dt(
event_seqs: torch.Tensor,
time_seqs: torch.Tensor,
n_tech_tokens: int
) -> Optional[Tuple[torch.Tensor, torch.Tensor, torch.Tensor, torch.Tensor, torch.Tensor]]:
"""
Extract valid event pairs (prev -> next) and compute dt in years.
Args:
event_seqs (torch.Tensor): Event sequences.
time_seqs (torch.Tensor): Time sequences.
n_tech_tokens (int): Number of technical tokens.
Returns:
Optional[Tuple[torch.Tensor, torch.Tensor, torch.Tensor, torch.Tensor, torch.Tensor]]:
(dt, b_prev, t_prev, b_next, t_next) if valid pairs exist, else None.
Notes:
- Assumes strict right-padding.
- Filters to next events that are disease tokens: token_id >= n_tech_tokens.
- Filters to strictly positive dt.
"""
real_mask = event_seqs >= 1
idx = real_mask.nonzero(as_tuple=False)
if idx.size(0) <= 1:
return None
same_batch = idx[1:, 0] == idx[:-1, 0]
if not same_batch.any():
return None
prev_idx = idx[:-1][same_batch]
next_idx = idx[1:][same_batch]
b_next, t_next = next_idx[:, 0], next_idx[:, 1]
valid_target = event_seqs[b_next, t_next] >= n_tech_tokens
if not valid_target.any():
return None
prev_idx = prev_idx[valid_target]
next_idx = next_idx[valid_target]
b_prev, t_prev = prev_idx[:, 0], prev_idx[:, 1]
b_next, t_next = next_idx[:, 0], next_idx[:, 1]
dt = (time_seqs[b_next, t_next] -
time_seqs[b_prev, t_prev]).to(torch.float32) / 365.25
valid_dt = dt > 0
if not valid_dt.any():
return None
dt = dt[valid_dt]
b_prev = b_prev[valid_dt]
t_prev = t_prev[valid_dt]
b_next = b_next[valid_dt]
t_next = t_next[valid_dt]
return dt, b_prev, t_prev, b_next, t_next
# ============================================================
# Losses (clean interface): loss_fn(preds, target_events, dt) -> (nll, regularization)
# ============================================================
class ExponentialNLLLoss(nn.Module):
"""
Competing risks exponential likelihood.
The negative log-likelihood is given by:
.. math::
\\text{nll} = -\\log \\lambda_{k^*} + \\left(\\sum_k \\lambda_k\\right) \\cdot dt
Args:
eps (float): Small epsilon for numerical stability.
"""
def __init__(
self,
lambda_reg: float = 0.0,
eps: float = 1e-6,
):
super().__init__()
self.eps = eps
self.lambda_reg = lambda_reg
def forward(
self,
logits: torch.Tensor,
target_events: torch.Tensor,
dt: torch.Tensor,
reduction: str = "mean",
) -> Tuple[torch.Tensor, torch.Tensor]:
"""
Forward pass.
Args:
logits (torch.Tensor): (M, K) tensor of logits.
target_events (torch.Tensor): (M,) int64 tensor of target events in [0, K).
dt (torch.Tensor): (M,) float tensor of time intervals (years), strictly positive.
reduction (str): 'mean', 'sum', or 'none'.
Returns:
Tuple[torch.Tensor, torch.Tensor]: (nll, regularization) where regularization is 0.
"""
logits = logits.squeeze(-1) if logits.dim() == 3 else logits
hazards = F.softplus(logits) + self.eps # (M,K)
hazard_event = hazards.gather(
1, target_events.unsqueeze(1)).squeeze(1) # (M,)
total_hazard = hazards.sum(dim=1) # (M,)
log_hazards = torch.log(hazards) # (M, K)
nll = -torch.log(hazard_event) + total_hazard * dt
if reduction == "mean":
nll = nll.mean()
elif reduction == "sum":
nll = nll.sum()
reg = F.cross_entropy(log_hazards, target_events,
reduction="mean") * self.lambda_reg
return nll, reg
def calculate_cifs(
self,
logits: torch.Tensor,
taus: torch.Tensor,
eps: Optional[float] = None,
return_survival: bool = False,
):
"""Compute CIFs for a competing-risks exponential model.
Model assumptions:
- cause-specific hazards are constant in time within a sample.
- hazards are obtained via softplus(logits) + eps.
Args:
logits: (M, K) or (M, K, 1) tensor.
taus: scalar, (T,), (M,), or (M, T) times (>=0 recommended).
eps: overrides self.eps for numerical stability.
return_survival: if True, also return survival S(tau).
Returns:
cifs: (M, K) if taus is scalar or (M,), else (M, K, T).
survival (optional): (M,) if taus is scalar or (M,), else (M, T).
"""
def _prepare_taus(taus_tensor: torch.Tensor, batch_size: int, device, dtype):
t = torch.as_tensor(taus_tensor, device=device, dtype=dtype)
scalar_out = False
kind = "T" # one of: 'T', 'per_sample', 'MT'
if t.ndim == 0:
t = t.view(1)
scalar_out = True
t = t.view(1, 1) # (1,1)
kind = "T"
elif t.ndim == 1:
if t.shape[0] == batch_size:
t = t.view(batch_size, 1) # (M,1)
kind = "per_sample"
else:
t = t.view(1, -1) # (1,T)
kind = "T"
elif t.ndim == 2:
if t.shape[0] != batch_size:
raise ValueError(
f"taus with ndim==2 must have shape (M,T); got {tuple(t.shape)} for M={batch_size}"
)
kind = "MT"
else:
raise ValueError(
f"taus must be scalar, 1D, or 2D; got taus.ndim={t.ndim}")
return t, kind, scalar_out
logits = logits.squeeze(-1) if logits.dim() == 3 else logits
if logits.ndim != 2:
raise ValueError(
f"logits must be 2D (M,K) (or 3D with last dim 1); got shape={tuple(logits.shape)}")
M, K = logits.shape
used_eps = float(self.eps if eps is None else eps)
hazards = F.softplus(logits) + used_eps # (M, K)
total_hazard = hazards.sum(dim=1, keepdim=True) # (M, 1)
total_hazard = torch.clamp(total_hazard, min=used_eps)
frac = hazards / total_hazard # (M, K)
taus_t, kind, scalar_out = _prepare_taus(
taus, M, logits.device, hazards.dtype)
taus_t = torch.clamp(taus_t, min=0)
if kind == "T":
# taus_t: (1,T)
exp_term = 1.0 - torch.exp(-total_hazard * taus_t) # (M,T)
cifs = frac.unsqueeze(-1) * exp_term.unsqueeze(1) # (M,K,T)
survival = torch.exp(-total_hazard * taus_t) # (M,T)
else:
# taus_t: (M,1) or (M,T)
exp_term = 1.0 - torch.exp(-total_hazard * taus_t) # (M,1) or (M,T)
# (M,K,1) or (M,K,T)
cifs = frac.unsqueeze(-1) * exp_term.unsqueeze(1)
survival = torch.exp(-total_hazard * taus_t) # (M,1) or (M,T)
if kind == "per_sample":
cifs = cifs.squeeze(-1) # (M,K)
survival = survival.squeeze(-1) # (M,)
elif scalar_out:
cifs = cifs.squeeze(-1) # (M,K)
survival = survival.squeeze(-1) # (M,)
return (cifs, survival) if return_survival else cifs
class DiscreteTimeCIFNLLLoss(nn.Module):
"""Direct discrete-time CIF negative log-likelihood (no censoring).
This loss assumes the model outputs per-bin logits over (K causes + 1 complement)
channels, where the complement channel (index K) represents survival across bins.
Per-sample likelihood for observed cause k at time bin j:
p = \\prod_{u=1}^{j-1} p(comp at u) * p(k at j)
Args:
bin_edges: Increasing sequence of floats of length (n_bins + 1) with bin_edges[0] == 0.
eps: Unused; kept for interface compatibility / future numerical tweaks.
lambda_reg: Optional regularization strength.
"""
def __init__(
self,
bin_edges: Sequence[float],
eps: float = 1e-6,
lambda_reg: float = 0.0,
):
super().__init__()
if len(bin_edges) < 2:
raise ValueError("bin_edges must have length >= 2 (n_bins >= 1)")
if float(bin_edges[0]) != 0.0:
raise ValueError("bin_edges[0] must equal 0")
for i in range(1, len(bin_edges)):
if not (float(bin_edges[i]) > float(bin_edges[i - 1])):
raise ValueError("bin_edges must be strictly increasing")
self.eps = float(eps)
self.lambda_reg = float(lambda_reg)
self.register_buffer(
"bin_edges",
torch.tensor(bin_edges, dtype=torch.float32),
persistent=False,
)
def forward(
self,
logits: torch.Tensor,
target_events: torch.Tensor,
dt: torch.Tensor,
reduction: str = "mean",
) -> Tuple[torch.Tensor, torch.Tensor]:
if logits.ndim != 3:
raise ValueError(
f"logits must have ndim==3 with shape (M, K+1, n_bins+1); got {tuple(logits.shape)}"
)
if target_events.ndim != 1 or dt.ndim != 1:
raise ValueError(
f"target_events and dt must be 1D tensors; got target_events.ndim={target_events.ndim}, dt.ndim={dt.ndim}"
)
if logits.shape[0] != target_events.shape[0] or logits.shape[0] != dt.shape[0]:
raise ValueError(
"Batch size mismatch: logits.shape[0] must equal target_events.shape[0] and dt.shape[0]"
)
if reduction not in {"mean", "sum", "none"}:
raise ValueError("reduction must be one of {'mean','sum','none'}")
if not torch.all(dt > 0):
raise ValueError("dt must be strictly positive")
# Infer K and n_bins from logits and bin_edges.
m, k_plus_1, n_bins_plus_1 = logits.shape
k_comp = k_plus_1 - 1
if k_comp < 1:
raise ValueError(
"logits.shape[1] must be at least 2 (K>=1 plus complement channel)")
n_bins = int(self.bin_edges.numel() - 1)
if n_bins_plus_1 != n_bins + 1:
raise ValueError(
f"logits.shape[2] must equal n_bins+1={n_bins + 1} based on bin_edges; got {n_bins_plus_1}"
)
if target_events.dtype != torch.long:
target_events = target_events.to(torch.long)
if (target_events < 0).any() or (target_events >= k_comp).any():
raise ValueError(
f"target_events must be in [0, K-1] where K={k_comp}; got min={int(target_events.min())}, max={int(target_events.max())}"
)
# Map continuous dt to discrete bins j in {1..n_bins}.
bin_edges = self.bin_edges.to(device=dt.device, dtype=dt.dtype)
# (M,), may be n_bins+1 if dt > bin_edges[-1]
time_bin = torch.bucketize(dt, bin_edges)
time_bin = torch.clamp(time_bin, min=1, max=n_bins).to(
torch.long) # ensure valid event bins
# Log-probabilities across causes+complement for each bin.
logp = F.log_softmax(logits, dim=1) # (M, K+1, n_bins+1)
# Previous survival term: sum_{u=1}^{j-1} -log p(comp at u)
bins = torch.arange(n_bins + 1, device=logits.device) # (n_bins+1,)
mask = (bins.unsqueeze(0) >= 1) & (bins.unsqueeze(
0) < time_bin.unsqueeze(1)) # (M, n_bins+1)
logp_comp = logp[:, k_comp, :] # (M, n_bins+1)
loss_prev = -(logp_comp * mask.to(logp_comp.dtype)).sum(dim=1) # (M,)
# Event term at bin j: -log p(k at j)
m_idx = torch.arange(m, device=logits.device)
loss_event = -logp[m_idx, target_events, time_bin] # (M,)
loss = loss_prev + loss_event
if reduction == "mean":
nll = loss.mean()
elif reduction == "sum":
nll = loss.sum()
else:
nll = loss
reg = torch.zeros((), device=logits.device, dtype=loss.dtype)
if self.lambda_reg > 0.0:
# Regularize the cause distribution at the event bin using NLL on log-probs.
logp_causes = logp[:, :k_comp, :] # (M, K, n_bins+1)
idx = time_bin.view(m, 1, 1).expand(-1, k_comp, 1)
logp_at_event_bin = logp_causes.gather(
dim=2, index=idx).squeeze(2) # (M, K)
reg = self.lambda_reg * \
F.nll_loss(logp_at_event_bin, target_events, reduction="mean")
return nll, reg
def calculate_cifs(
self,
logits: torch.Tensor,
taus: torch.Tensor,
eps: Optional[float] = None,
return_survival: bool = False,
):
"""Compute discrete-time CIFs implied by per-bin (K causes + complement) logits.
This matches the likelihood used in forward():
p(event=cause k at bin j) = Π_{u=1}^{j-1} p(comp at u) * p(k at j)
Args:
logits: (M, K+1, n_bins+1) where channel K is complement.
taus: scalar, (T,), (M,), or (M,T) continuous times.
eps: unused (kept for signature compatibility).
return_survival: if True, also return survival probability up to the mapped bin.
Returns:
cifs: (M, K) if taus is scalar or (M,), else (M, K, T).
survival (optional): (M,) if taus is scalar or (M,), else (M, T).
"""
def _prepare_taus(taus_tensor: torch.Tensor, batch_size: int, device, dtype):
t = torch.as_tensor(taus_tensor, device=device, dtype=dtype)
scalar_out = False
kind = "T"
if t.ndim == 0:
t = t.view(1)
scalar_out = True
t = t.view(1, 1)
kind = "T"
elif t.ndim == 1:
if t.shape[0] == batch_size:
t = t.view(batch_size, 1)
kind = "per_sample"
else:
t = t.view(1, -1)
kind = "T"
elif t.ndim == 2:
if t.shape[0] != batch_size:
raise ValueError(
f"taus with ndim==2 must have shape (M,T); got {tuple(t.shape)} for M={batch_size}"
)
kind = "MT"
else:
raise ValueError(
f"taus must be scalar, 1D, or 2D; got taus.ndim={t.ndim}")
return t, kind, scalar_out
if logits.ndim != 3:
raise ValueError(
f"logits must have shape (M, K+1, n_bins+1); got {tuple(logits.shape)}"
)
M, k_plus_1, n_bins_plus_1 = logits.shape
K = k_plus_1 - 1
if K < 1:
raise ValueError(
"logits.shape[1] must be at least 2 (K>=1 plus complement)")
n_bins = int(self.bin_edges.numel() - 1)
if n_bins_plus_1 != n_bins + 1:
raise ValueError(
f"logits.shape[2] must equal n_bins+1={n_bins + 1} based on bin_edges; got {n_bins_plus_1}"
)
# probs over causes+complement per bin
probs = F.softmax(logits, dim=1) # (M, K+1, n_bins+1)
p_causes = probs[:, :K, 1:] # (M, K, n_bins)
p_comp = probs[:, K, 1:] # (M, n_bins)
# survival up to end of each bin (1..n_bins)
surv_end = torch.cumprod(p_comp, dim=1) # (M, n_bins)
ones = torch.ones((M, 1), device=logits.device, dtype=surv_end.dtype)
surv_start = torch.cat([ones, surv_end[:, :-1]], dim=1) # (M, n_bins)
inc = surv_start.unsqueeze(1) * p_causes # (M, K, n_bins)
cif_full = torch.cumsum(inc, dim=2) # (M, K, n_bins)
taus_t, kind, scalar_out = _prepare_taus(
taus, M, logits.device, surv_end.dtype)
taus_t = torch.clamp(taus_t, min=0)
bin_edges = self.bin_edges.to(device=logits.device, dtype=taus_t.dtype)
time_bin = torch.bucketize(taus_t, bin_edges) # (..)
time_bin = torch.clamp(time_bin, min=0, max=n_bins).to(torch.long)
if kind == "T":
# (1,T) -> expand to (M,T)
time_bin = time_bin.expand(M, -1)
# kind per_sample gives (M,1), MT gives (M,T)
idx = torch.clamp(time_bin - 1, min=0) # (M,T)
gathered_cif = cif_full.gather(
dim=2,
index=idx.unsqueeze(1).expand(-1, K, -1),
) # (M,K,T)
gathered_surv = surv_end.gather(dim=1, index=idx) # (M,T)
# tau mapped to bin 0 => CIF=0, survival=1
zero_mask = (time_bin == 0)
if zero_mask.any():
gathered_cif = gathered_cif.masked_fill(zero_mask.unsqueeze(1), 0.0)
gathered_surv = gathered_surv.masked_fill(zero_mask, 1.0)
if kind == "per_sample":
gathered_cif = gathered_cif.squeeze(-1) # (M,K)
gathered_surv = gathered_surv.squeeze(-1) # (M,)
elif scalar_out:
gathered_cif = gathered_cif.squeeze(-1) # (M,K)
gathered_surv = gathered_surv.squeeze(-1) # (M,)
return (gathered_cif, gathered_surv) if return_survival else gathered_cif
class PiecewiseExponentialCIFNLLLoss(nn.Module):
"""
Piecewise-Exponential (PWE) cause-specific hazards with discrete-time CIF likelihood.
- No censoring
- No regularization (reg always 0)
- Forward signature matches DiscreteTimeCIFNLLLoss:
forward(logits, target_events, dt, reduction) -> (nll, reg)
Expected shapes:
logits: (M, K, n_bins) # hazard logits per cause per bin
target_events: (M,) long in [0, K-1]
dt: (M,) event times (strictly > 0)
bin_edges:
length n_bins+1, strictly increasing, bin_edges[0]==0,
and MUST be finite at the last edge (no +inf) for PWE.
"""
def __init__(
self,
bin_edges: Sequence[float],
eps: float = 1e-6,
lambda_reg: float = 0.0, # kept for signature compatibility; UNUSED
):
super().__init__()
if len(bin_edges) < 2:
raise ValueError("bin_edges must have length >= 2 (n_bins >= 1)")
if float(bin_edges[0]) != 0.0:
raise ValueError("bin_edges[0] must equal 0.0")
for i in range(1, len(bin_edges)):
if not (float(bin_edges[i]) > float(bin_edges[i - 1])):
raise ValueError("bin_edges must be strictly increasing")
if math.isinf(float(bin_edges[-1])):
raise ValueError(
"PiecewiseExponentialCIFNLLLoss requires a finite last bin edge (no +inf). "
"Use a finite truncation horizon for PWE."
)
self.eps = float(eps)
# unused, kept only for interface compatibility
self.lambda_reg = float(lambda_reg)
self.register_buffer(
"bin_edges",
torch.tensor([float(x) for x in bin_edges], dtype=torch.float32),
persistent=False,
)
def forward(
self,
logits: torch.Tensor,
target_events: torch.Tensor,
dt: torch.Tensor,
reduction: str = "mean",
) -> Tuple[torch.Tensor, torch.Tensor]:
if reduction not in {"mean", "sum", "none"}:
raise ValueError("reduction must be one of {'mean','sum','none'}")
if logits.ndim != 3:
raise ValueError(
f"logits must be 3D (M, K, n_bins); got shape={tuple(logits.shape)}")
if target_events.ndim != 1 or dt.ndim != 1:
raise ValueError("target_events and dt must be 1D tensors")
if logits.shape[0] != target_events.shape[0] or logits.shape[0] != dt.shape[0]:
raise ValueError(
"Batch size mismatch among logits, target_events, dt")
if not torch.all(dt > 0):
raise ValueError(
"dt must be strictly positive (no censoring supported here)")
M, K, n_bins = logits.shape
if target_events.dtype != torch.long:
target_events = target_events.to(torch.long)
if (target_events < 0).any() or (target_events >= K).any():
raise ValueError(f"target_events must be in [0, {K-1}]")
# Prepare bin_edges / bin widths
bin_edges = self.bin_edges.to(device=dt.device, dtype=dt.dtype)
if bin_edges.numel() != n_bins + 1:
raise ValueError(
f"bin_edges length must be n_bins+1={n_bins+1}; got {bin_edges.numel()}"
)
dt_bins = (bin_edges[1:] - bin_edges[:-1]
).to(device=logits.device, dtype=logits.dtype) # (n_bins,)
if not torch.isfinite(dt_bins).all():
raise ValueError("All bin widths must be finite for PWE.")
if not (dt_bins > 0).all():
raise ValueError(
"All bin widths must be strictly positive for PWE.")
# Map event time -> bin index k* in {1..n_bins}
# (same convention as your discrete_time_cif: clamp to [1, n_bins])
time_bin = torch.bucketize(dt, bin_edges)
time_bin = torch.clamp(
time_bin, min=1, max=n_bins).to(torch.long) # (M,)
k0 = time_bin - 1 # 0..n_bins-1
# Nonnegative hazards per cause per bin
hazards = F.softplus(logits) + self.eps # (M, K, n_bins)
# Integrated hazards H_{j,k} = lambda_{j,k} * Δt_k
H_jk = hazards * dt_bins.view(1, 1, n_bins) # (M, K, n_bins)
H_k = H_jk.sum(dim=1) # (M, n_bins)
# Previous survival term: Σ_{u<k*} H_u
bins = torch.arange(
1, n_bins + 1, device=logits.device).unsqueeze(0) # (1, n_bins)
mask_prev = bins < time_bin.unsqueeze(1) # (M, n_bins)
loss_prev = (H_k * mask_prev.to(H_k.dtype)).sum(dim=1) # (M,)
# Event term at k*: -log p_{k*}(cause)
m_idx = torch.arange(M, device=logits.device)
H_event_total = torch.clamp(H_k[m_idx, k0], min=self.eps) # (M,)
H_event_cause = torch.clamp(
H_jk[m_idx, target_events, k0], min=self.eps) # (M,)
# log(1 - exp(-H)) stable
log1mexp = torch.log(-torch.expm1(-H_event_total)) # (M,)
loss_event = -log1mexp - \
torch.log(H_event_cause) + torch.log(H_event_total)
loss_vec = loss_prev + loss_event # (M,)
if reduction == "mean":
nll = loss_vec.mean()
elif reduction == "sum":
nll = loss_vec.sum()
else:
nll = loss_vec
if self.lambda_reg > 0.0 and n_bins >= 3:
log_h = torch.log(hazards) # (M, K, n_bins)
d2 = log_h[:, :, 2:] - 2.0 * log_h[:, :, 1:-1] + \
log_h[:, :, :-2] # (M, K, n_bins-2)
reg = self.lambda_reg * (d2.pow(2).mean())
else:
reg = torch.zeros((), device=logits.device, dtype=loss_vec.dtype)
return nll, reg
def calculate_cifs(
self,
logits: torch.Tensor,
taus: torch.Tensor,
eps: Optional[float] = None,
return_survival: bool = False,
):
"""Compute CIFs for piecewise-constant cause-specific hazards.
Uses the same binning convention as forward(): taus are mapped to a bin via
torch.bucketize(taus, bin_edges), clamped to [0, n_bins]. tau<=0 maps to 0.
Args:
logits: (M, K, n_bins) hazard logits per cause per bin.
taus: scalar, (T,), (M,), or (M,T) times.
eps: overrides self.eps for numerical stability.
return_survival: if True, also return survival S(tau).
Returns:
cifs: (M, K) if taus is scalar or (M,), else (M, K, T).
survival (optional): (M,) if taus is scalar or (M,), else (M, T).
"""
def _prepare_taus(taus_tensor: torch.Tensor, batch_size: int, device, dtype):
t = torch.as_tensor(taus_tensor, device=device, dtype=dtype)
scalar_out = False
kind = "T"
if t.ndim == 0:
t = t.view(1)
scalar_out = True
t = t.view(1, 1)
kind = "T"
elif t.ndim == 1:
if t.shape[0] == batch_size:
t = t.view(batch_size, 1)
kind = "per_sample"
else:
t = t.view(1, -1)
kind = "T"
elif t.ndim == 2:
if t.shape[0] != batch_size:
raise ValueError(
f"taus with ndim==2 must have shape (M,T); got {tuple(t.shape)} for M={batch_size}"
)
kind = "MT"
else:
raise ValueError(
f"taus must be scalar, 1D, or 2D; got taus.ndim={t.ndim}")
return t, kind, scalar_out
if logits.ndim != 3:
raise ValueError(
f"logits must be 3D (M,K,n_bins); got shape={tuple(logits.shape)}")
M, K, n_bins = logits.shape
if self.bin_edges.numel() != n_bins + 1:
raise ValueError(
f"bin_edges length must be n_bins+1={n_bins+1}; got {self.bin_edges.numel()}"
)
used_eps = float(self.eps if eps is None else eps)
taus_t, kind, scalar_out = _prepare_taus(
taus, M, logits.device, logits.dtype)
taus_t = torch.clamp(taus_t, min=0)
bin_edges = self.bin_edges.to(device=logits.device, dtype=taus_t.dtype)
dt_bins = (bin_edges[1:] - bin_edges[:-1]
).to(device=logits.device, dtype=logits.dtype) # (n_bins,)
hazards = F.softplus(logits) + used_eps # (M, K, n_bins)
total_h = hazards.sum(dim=1) # (M, n_bins)
total_h = torch.clamp(total_h, min=used_eps)
# Precompute full-bin CIF increments
H_total_bin = total_h * dt_bins.view(1, n_bins) # (M, n_bins)
cum_H_end = torch.cumsum(H_total_bin, dim=1) # (M, n_bins)
surv_end = torch.exp(-cum_H_end) # (M, n_bins)
ones = torch.ones((M, 1), device=logits.device, dtype=surv_end.dtype)
surv_start = torch.cat([ones, surv_end[:, :-1]], dim=1) # (M, n_bins)
frac = hazards / total_h.unsqueeze(1) # (M, K, n_bins)
one_minus = 1.0 - \
torch.exp(-total_h * dt_bins.view(1, n_bins)) # (M, n_bins)
inc_full = surv_start.unsqueeze(
1) * frac * one_minus.unsqueeze(1) # (M, K, n_bins)
cif_full = torch.cumsum(inc_full, dim=2) # (M, K, n_bins)
# Map taus -> bin index b in [0..n_bins]
time_bin = torch.bucketize(taus_t, bin_edges)
time_bin = torch.clamp(time_bin, min=0, max=n_bins).to(
torch.long) # (...)
if kind == "T":
time_bin = time_bin.expand(M, -1) # (M,T)
# Compute within-bin length l and indices
b = time_bin # (M,T)
idx_bin0 = torch.clamp(b - 1, min=0) # 0..n_bins-1
# Start-of-bin survival for the current bin (for b==0 it's unused)
S_start_b = surv_start.gather(dim=1, index=idx_bin0) # (M,T)
# Length into bin: l = tau - edge[b-1], clamped to [0, dt_bin]
left_edge = bin_edges.gather(
dim=0, index=idx_bin0.view(-1)).view_as(idx_bin0).to(taus_t.dtype)
l = taus_t.expand_as(b) - left_edge
l = torch.clamp(l, min=0)
width_b = dt_bins.gather(
dim=0, index=idx_bin0.view(-1)).view_as(idx_bin0)
l = torch.min(l, width_b.to(l.dtype))
# CIF up to previous full bins
# if b<=1 => 0 else cif_full at (b-2)
prev_idx = torch.clamp(b - 2, min=0)
cif_before = cif_full.gather(
dim=2,
index=prev_idx.unsqueeze(1).expand(-1, K, -1),
) # (M,K,T)
if (b <= 1).any():
cif_before = cif_before.masked_fill((b <= 1).unsqueeze(1), 0.0)
# Partial increment in current bin
total_h_b = total_h.gather(dim=1, index=idx_bin0) # (M,T)
haz_b = hazards.gather(
dim=2,
index=idx_bin0.unsqueeze(1).expand(-1, K, -1),
) # (M,K,T)
frac_b = haz_b / total_h_b.unsqueeze(1) # (M,K,T)
one_minus_partial = 1.0 - torch.exp(-total_h_b * l) # (M,T)
inc_partial = S_start_b.unsqueeze(
1) * frac_b * one_minus_partial.unsqueeze(1) # (M,K,T)
cifs = cif_before + inc_partial
survival = S_start_b * torch.exp(-total_h_b * l) # (M,T)
# Inference-only tail extension beyond the last finite edge.
# For tau > t_B (t_B = bin_edges[-1]), extend survival and CIFs using
# constant hazards from the final bin B:
# S(tau)=S(t_B) * exp(-Λ_B * (tau - t_B))
# F_k(tau)=F_k(t_B) + S(t_B) * (λ_{k,B}/Λ_B) * (1 - exp(-Λ_B*(tau-t_B)))
last_edge = bin_edges[-1]
tau_full = taus_t.expand_as(b) # (M,T)
tail_mask = tau_full > last_edge
if tail_mask.any():
delta = torch.clamp(tau_full - last_edge, min=0) # (M,T)
S_B = surv_end[:, -1].unsqueeze(1) # (M,1)
F_B = cif_full[:, :, -1].unsqueeze(-1) # (M,K,1)
lambda_last = hazards[:, :, -1] # (M,K)
Lambda_last = torch.clamp(
total_h[:, -1], min=used_eps).unsqueeze(1) # (M,1)
exp_tail = torch.exp(-Lambda_last * delta) # (M,T)
survival_tail = S_B * exp_tail # (M,T)
cifs_tail = F_B + \
S_B.unsqueeze(
1) * (lambda_last / Lambda_last).unsqueeze(-1) * (1.0 - exp_tail).unsqueeze(1)
survival = torch.where(tail_mask, survival_tail, survival)
cifs = torch.where(tail_mask.unsqueeze(1), cifs_tail, cifs)
# tau mapped to bin 0 => CIF=0, survival=1
zero_mask = (b == 0)
if zero_mask.any():
cifs = cifs.masked_fill(zero_mask.unsqueeze(1), 0.0)
survival = survival.masked_fill(zero_mask, 1.0)
if kind == "per_sample":
cifs = cifs.squeeze(-1) # (M,K)
survival = survival.squeeze(-1) # (M,)
elif scalar_out:
cifs = cifs.squeeze(-1) # (M,K)
survival = survival.squeeze(-1) # (M,)
return (cifs, survival) if return_survival else cifs